Re: Regression results need checking ?

[Jason Stover]

For the first example, it looks like pspp and spss are computing the same basic 
statistics. The most important values in the output are those in the 
ANOVA table, the coefficients and their standard errors. All these agree
with the values shown in the example. That said, there are some discrepancies
which need further attention:

1. The "standard error of the estimate" in the model summary table.
   On the page whose link you sent, this value is about 64, but pspp
   reports a value of about .08. I'll have to check this one later,
   but for now, I suspect it's the web page that has the incorrect
   value. If I remember correctly, the value should be the standard
   error of R-square. R-square is always between 0 and 1, and
   therefore should not have a standard error larger than 1, as the
   web page reports.

2. The "Coefficients" table, in the column referring to the
   standardized coefficients. This is something I'll have to check
   more closely later, but pspp seems to report the incorrect values
   here.

3. The discrepancy in the "Sig." column needs to be checked. I'm guessing
   it's something simple, like a miscalculation of degrees of freedom. This
   column is filled in by a straightforward computation of the t distribution.

I'll look into this more over the next few days and patch as necessary.

-Jason


On Sat, Feb 03, 2007 at 08:25:06AM +0900, John Darrington wrote:
> When I try out the exercises at
> http://www.ats.ucla.edu/stat/SPSS/webbooks/reg/chapter1/spssreg1.htm
> using pspp, the numbers I get are quite different to those in their
> examples.
> 
> Do we have something wrong or do they?
> 
> J'
> 
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